+121.6%
KRE vs VSH
+179.3%
-57.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -1.4% | +3.1% | -4.5% | -2.6% |
| 30D | -3.9% | -5.7% | +1.8% | -2.0% |
| 3M | +3.6% | -42.5% | +46.1% | +23.3% |
| 6M | +15.4% | +82.7% | -67.3% | -23.7% |
| YTD | +15.2% | +118.2% | -103.0% | -31.0% |
| 1Y | +16.5% | +109.7% | -93.2% | -30.0% |
| 3Y | +85.2% | +35.3% | +49.9% | +31.1% |
| 5Y | +33.1% | +65.6% | -32.5% | -18.8% |
| All | +121.6% | +179.3% | -57.6% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling